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ramcmc  

Robust Adaptive Metropolis Algorithm
View on CRAN: Click here


Download and install ramcmc package within the R console
Install from CRAN:
install.packages("ramcmc")

Install from Github:
library("remotes")
install_github("cran/ramcmc")

Install by package version:
library("remotes")
install_version("ramcmc", "0.1.2")



Attach the package and use:
library("ramcmc")
Maintained by
Jouni Helske
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-10-14
Latest Update: 2021-10-06
Description:
Function for adapting the shape of the random walk Metropolis proposal as specified by robust adaptive Metropolis algorithm by Vihola (2012) <doi:10.1007/s11222-011-9269-5>. The package also includes fast functions for rank-one Cholesky update and downdate. These functions can be used directly from R or the corresponding C++ header files can be easily linked to other R packages.
How to cite:
Jouni Helske (2020). ramcmc: Robust Adaptive Metropolis Algorithm. R package version 0.1.2, https://cran.r-project.org/web/packages/ramcmc
Previous versions and publish date:
0.1.0-1.1 (2020-10-14 18:34), 0.1.0-1 (2018-05-29 12:38), 0.1.0 (2016-11-30 16:28), 0.1.1 (2021-04-18 14:10)
Other packages that cited ramcmc R package
View ramcmc citation profile
Other R packages that ramcmc depends, imports, suggests or enhances
Functions, R codes and Examples using the ramcmc R package
Some associated functions: adapt_S . chol_downdate . chol_update . 
Some associated R codes: RcppExports.R . update.R .  Full ramcmc package functions and examples
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